Trading Metrics calculated at close of trading on 25-May-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2018 |
25-May-2018 |
Change |
Change % |
Previous Week |
Open |
3,520.0 |
3,520.0 |
0.0 |
0.0% |
3,558.0 |
High |
3,540.0 |
3,530.0 |
-10.0 |
-0.3% |
3,576.0 |
Low |
3,484.0 |
3,470.0 |
-14.0 |
-0.4% |
3,470.0 |
Close |
3,501.0 |
3,493.0 |
-8.0 |
-0.2% |
3,493.0 |
Range |
56.0 |
60.0 |
4.0 |
7.1% |
106.0 |
ATR |
35.7 |
37.4 |
1.7 |
4.9% |
0.0 |
Volume |
1,130,653 |
1,247,471 |
116,818 |
10.3% |
5,201,149 |
|
Daily Pivots for day following 25-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,677.7 |
3,645.3 |
3,526.0 |
|
R3 |
3,617.7 |
3,585.3 |
3,509.5 |
|
R2 |
3,557.7 |
3,557.7 |
3,504.0 |
|
R1 |
3,525.3 |
3,525.3 |
3,498.5 |
3,511.5 |
PP |
3,497.7 |
3,497.7 |
3,497.7 |
3,490.8 |
S1 |
3,465.3 |
3,465.3 |
3,487.5 |
3,451.5 |
S2 |
3,437.7 |
3,437.7 |
3,482.0 |
|
S3 |
3,377.7 |
3,405.3 |
3,476.5 |
|
S4 |
3,317.7 |
3,345.3 |
3,460.0 |
|
|
Weekly Pivots for week ending 25-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,831.0 |
3,768.0 |
3,551.3 |
|
R3 |
3,725.0 |
3,662.0 |
3,522.2 |
|
R2 |
3,619.0 |
3,619.0 |
3,512.4 |
|
R1 |
3,556.0 |
3,556.0 |
3,502.7 |
3,534.5 |
PP |
3,513.0 |
3,513.0 |
3,513.0 |
3,502.3 |
S1 |
3,450.0 |
3,450.0 |
3,483.3 |
3,428.5 |
S2 |
3,407.0 |
3,407.0 |
3,473.6 |
|
S3 |
3,301.0 |
3,344.0 |
3,463.9 |
|
S4 |
3,195.0 |
3,238.0 |
3,434.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,576.0 |
3,470.0 |
106.0 |
3.0% |
43.6 |
1.2% |
22% |
False |
True |
1,040,229 |
10 |
3,576.0 |
3,470.0 |
106.0 |
3.0% |
34.3 |
1.0% |
22% |
False |
True |
988,494 |
20 |
3,576.0 |
3,440.0 |
136.0 |
3.9% |
30.4 |
0.9% |
39% |
False |
False |
878,273 |
40 |
3,576.0 |
3,179.0 |
397.0 |
11.4% |
35.3 |
1.0% |
79% |
False |
False |
932,413 |
60 |
3,576.0 |
3,172.0 |
404.0 |
11.6% |
41.3 |
1.2% |
79% |
False |
False |
907,847 |
80 |
3,576.0 |
3,172.0 |
404.0 |
11.6% |
45.9 |
1.3% |
79% |
False |
False |
682,612 |
100 |
3,595.0 |
3,172.0 |
423.0 |
12.1% |
42.5 |
1.2% |
76% |
False |
False |
546,898 |
120 |
3,595.0 |
3,172.0 |
423.0 |
12.1% |
40.0 |
1.1% |
76% |
False |
False |
456,043 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,785.0 |
2.618 |
3,687.1 |
1.618 |
3,627.1 |
1.000 |
3,590.0 |
0.618 |
3,567.1 |
HIGH |
3,530.0 |
0.618 |
3,507.1 |
0.500 |
3,500.0 |
0.382 |
3,492.9 |
LOW |
3,470.0 |
0.618 |
3,432.9 |
1.000 |
3,410.0 |
1.618 |
3,372.9 |
2.618 |
3,312.9 |
4.250 |
3,215.0 |
|
|
Fisher Pivots for day following 25-May-2018 |
Pivot |
1 day |
3 day |
R1 |
3,500.0 |
3,514.0 |
PP |
3,497.7 |
3,507.0 |
S1 |
3,495.3 |
3,500.0 |
|